Fast Sampling for Bayesian Max-Margin ModelsWe build a stochastic subgradient MCMC methods for the fast inference of max-margin-regularized posteriors. Experimental results on several Bayesian max-margin models shows that our method is accurate and fast.Wenbo Hu, Jun Zhu and Bo Zhang.
Expert Systems with Applications (ESWA), (arXiv:1504.07107), 2017
An early version was published on AEARU-CSWT 2015, won the Best Poster Award.